Ok, there are two ways you can do this. They're both kind of a pain, but it's how it works.
First off, totally update to FL Studio 11. It's free to update, and the second method (and possibly the first, I'm not sure) will work a million times better in 11. Plus, you get GMS, BassDrum, Effector, and a bunch of other cool stuff. So yeah, 11's the way to go!
Open up Analog Lab VST in FL Studio. It should open it up in Fruity Wrapper. At the very top left, you'll see a dropdown arrow next to a little gear button. Click the arrow, and in the dropdown menu, click Browse Parameters (it's about halfway down the list). It should open up a folder in the File Browser that shows all the plugin's parameters. Right-Click one of those, and you get all the automation options you get when you click a knob in an FL native plugin. Click Link to Controller, then move the KeyLab control you want to control it with.
If you have trouble finding the parameter you want, as there are a lot of cryptically named parameters, move the parameter in Analog Lab, and it will highlight the parameter in the File Browser. For example, if you move the Analog Lab ModWheel, the parameter "Virtual Control Mod Wheel" will be highlighted in the file browser.
Instead of opening Analog Lab, open Patcher as your channel. Then open Analog Lab within Patcher (either click the dropdown menu arrow at the top left of Patcher and click Add Plugin, or right-click in the main greyish-brown part of the Patcher Map page with the two FL logos, and select Add Plugin).
Once you've got Analog Lab opened in Patcher, right-click on the Analog Lab plugin (If you've added it to the Plugin Database, it should be the little picture that you added there. If you haven't added it, it should be a generic picture of basically an electrical plug. In either case, it's the thing connected to the inputs and outputs and labeled Analog Lab). In the menu that appears, roll over Inputs, and select the inputs you want to Activate. Activating an input basically means giving the parameter connected to it a little red dot (called a node) that you can either right-click and use like you right-click a knob in an FL native plugin, or connect to data streams within Patcher (for this, learn more about Patcher. It's really a pretty useful tool!). Once all the inputs you need are activated, right-click each node in turn and select Link to Controller, and link them to their respective KeyLab controls.
If you have trouble finding the inputs you want, go to Patcher's Editors page, where you can see the Analog Lab GUI and move the control you want. When you go back to the Map page, right click the plugin, and roll over Inputs, the very first one should show whatever the control you just moved was. If you moved the Modwheel, then the first one will say, "Last Tweaked: (3. Virtual Control Mod Wheel)". You can activate it by just clicking that, or use the number to go find it in the list.
Both methods work just fine. It's really personal preference. I only recently learned about Method 1, so I'm used to using Method 2. It's whatever works for you!
Like I said, these are both a pain. If you're just going to be browsing for a preset, I would recommend doing this in the standalone, and move it to FL Studio once you've found what you want. Also, rather than linking all parameters in the VST, only link the ones you need. Not linking every knob and every slider and every button if you don't need them will save you a lot of time, energy, and sanity!
If you have any other questions, I'd be happy to try and answer them! Hope this helps!
Good lock with Analog Lab and your KeyLab!